HOW MUCH YOU NEED TO EXPECT YOU'LL PAY FOR A GOOD PNL

Which is determined by the rebalancing frequency. But "predicted P&L" refers to a median around all possible cost paths. So There's not always a contradiction listed here. $endgroup$Si intentas una manera de abordar un problema y no obtienes los resultados que esperabas, intenta algo diferente, y sigue variando tu comportamiento hasta que consigas